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Struggling with this question and have posted multiple times would appreciate some help Construct and plot a spot curve out to 3 years using the
Struggling with this question and have posted multiple times would appreciate some help
Construct and plot a spot curve out to 3 years using the following data for 6 bonds. Bond Face value Coupon Maturity Price 6-month T-bill (no coupons) 10,100 1-year semi-annual coupon bond 10,500 1.5-year semi-annual coupon bond 55,000 2-year semi-annual coupon bond 120,000 2.5-year semi-annual coupon bond 130,000 3-semi-annual coupon bond 120.000 0% 6% 5% 5% 6% 5% 6 Months 9950 1 Year 10,150 1.5 Years 54,500 2 Years 110,500 2.5 Years 128,000 3 Years 110,000Step by Step Solution
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